IXN Options History — April 2023 In April 2023, IXN traded between $51.88 and $54.27. ATM implied volatility averaged 37.7%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 21.1% (HV 20d: 16.6%). Max pain ranged from $46.00 to $52.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.24.
Notable Days 2023-04-21 : Highest Volume — 67 contracts2023-04-12 : Largest IV drop — 27.7% change2023-04-11 : Highest IV Rank — 32.6%2023-04-26 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $53.37 $51.88 $54.27 $54.27 $53.99 Max Pain $51.05 $46.00 $52.00 $46.00 $52.00 ATM IV 37.7% 30.2% 48.1% 40.4% 37.0% Expected Move 10.3% 8.7% 12.0% 11.6% 10.6% HV 20d 16.6% 14.6% 19.9% 19.9% 16.0% HV 60d 20.5% 19.5% 21.4% 21.4% 19.5% IV Rank 21.8% 10.6% 32.6% 23.1% 23.2% IV Percentile 31.5% 10.3% 73.0% 39.7% 29.0% Term Structure -2.5% -11.5% 5.5% -5.9% -2.3% VWIV 31.3% 19.1% 60.2% 37.9% 60.2% Skew 25d 21.5% -1.6% 40.3% 26.5% 4.6% Skew 10d 16.5% -10.1% 43.2% 31.4% 43.2% Call IV 25d 24.5% 14.8% 35.4% 26.2% 23.1% Put IV 25d 46.0% 16.1% 62.5% 52.7% 27.7% Bid-Ask Spread % 124.43 113.05 160.98 124.79 125.51 Gamma HHI 0.37 0.28 0.46 0.45 0.28 Net GEX -7.0K -37.9K 15.2K -24.6K 2.2K Net DEX -328.1K -735.2K 138.7K -480.8K -735.2K Net VEX -3.7K -5.0K -1.8K -3.3K -1.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 0.00 12.40 0.00 0.00 Total Volume 8.263 0 67 1 1 Total OI 789.053 765 835 765 801
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-04-03 $54.27 $46.00 40.4% 11.6% 19.9% 23.1% 37.9% 26.5% -5.9% -24.6K -480.8K -3.3K 0.00 124.79 N/A N/A 1 0 222 543 2023-04-04 $53.80 $46.00 41.2% 11.8% 19.3% 24.1% 0.0% 29.4% -3.5% -7.3K -309.8K -4.2K 0.00 130.55 N/A N/A 0 0 222 543 2023-04-05 $53.31 $46.00 41.6% 11.9% 19.7% 24.6% 0.0% 30.5% -4.9% 5.0K -68.8K -5.0K 0.00 133.45 N/A N/A 0 0 222 543 2023-04-06 $53.60 $52.00 38.8% 9.3% 18.6% 21.2% 0.0% 21.4% -1.2% -15.1K -376.6K -3.5K 0.00 115.30 N/A N/A 1 0 222 543 2023-04-10 $53.53 $52.00 47.6% 9.5% 16.8% 31.9% 0.0% 27.1% 5.5% -37.9K -341.6K -3.5K 0.00 122.92 N/A N/A 0 0 222 543 2023-04-11 $53.19 $52.00 48.1% 10.3% 16.8% 32.6% 19.1% 30.0% 5.1% 5.0K -93.7K -4.6K 0.00 113.05 N/A N/A 0 1 222 543 2023-04-12 $52.89 $52.00 34.8% 10.0% 16.9% 16.3% 0.0% 23.4% -3.1% -3.4K -53.1K -4.5K 0.00 122.44 N/A N/A 0 0 222 544 2023-04-13 $53.90 $52.00 30.2% 8.7% 17.8% 10.6% 27.7% 2.7% -11.5% 15.2K -461.3K -3.6K 0.04 160.98 N/A N/A 24 1 222 544 2023-04-14 $53.51 $52.00 32.5% 9.3% 14.8% 13.4% 0.0% 20.1% -1.3% -18.4K -382.1K -3.4K 0.00 114.98 N/A N/A 0 0 246 544 2023-04-17 $53.54 $52.00 33.0% 9.5% 14.8% 17.2% 0.0% 20.3% 0.6% -22.1K -589.0K -2.5K 0.00 117.43 N/A N/A 40 0 246 544 2023-04-18 $53.77 $52.00 35.4% 10.1% 14.8% 20.7% 24.3% -1.6% -6.9% -8.2K -457.9K -3.6K 0.00 115.52 N/A N/A 1 0 285 544 2023-04-19 $53.58 $52.00 34.7% 10.0% 14.6% 19.7% 0.0% 27.6% -2.8% 7.5K -428.0K -3.9K 0.00 117.51 N/A N/A 1 0 286 544 2023-04-20 $53.17 $52.00 36.3% 10.4% 14.9% 22.1% 0.0% 30.5% -3.5% -1.2K -336.0K -3.9K 0.00 123.47 N/A N/A 4 0 287 544 2023-04-21 $53.09 $52.00 37.1% 10.6% 14.8% 23.3% 19.9% 40.3% -0.8% -4.9K -399.2K -3.8K 12.40 115.44 N/A N/A 5 62 291 544 2023-04-24 $52.90 $52.00 35.9% 10.3% 14.8% 21.4% 0.0% 1.4% -2.8% -17.1K -202.2K -3.8K 0.00 129.72 N/A N/A 0 0 266 522 2023-04-25 $51.88 $52.00 36.1% 10.3% 16.3% 21.7% 0.0% 12.9% -3.5% -10.8K 138.7K -4.6K 0.00 131.29 N/A N/A 0 1 266 522 2023-04-26 $52.47 $52.00 41.9% 12.0% 16.6% 30.5% 27.6% 34.6% -1.4% -4.8K 19.9K -4.5K 0.00 120.29 N/A N/A 10 0 266 523 2023-04-27 $53.61 $52.00 32.8% 9.4% 16.2% 16.9% 34.0% 27.4% -3.5% 7.2K -676.3K -1.8K 0.00 129.54 N/A N/A 4 0 276 523 2023-04-28 $53.99 $52.00 37.0% 10.6% 16.0% 23.2% 60.2% 4.6% -2.3% 2.2K -735.2K -1.8K 0.00 125.51 N/A N/A 0 1 278 523
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